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Keywords = composite Heun scheme

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17 pages, 1162 KB  
Article
Moment Estimation for Uncertain Delay Differential Equations via the Composite Heun Scheme
by Shaoling Zhou, Huimin Zhang, Chiteng Liu and Xiaosheng Wang
Mathematics 2025, 13(21), 3495; https://doi.org/10.3390/math13213495 - 1 Nov 2025
Cited by 1 | Viewed by 674
Abstract
As an important mathematical model actuated by the Liu process, uncertain delay differential equations depict the development of system dynamics. In the applications of uncertain delay differential equations, parameter estimation plays a key role. In the paper, a new scheme called the composite [...] Read more.
As an important mathematical model actuated by the Liu process, uncertain delay differential equations depict the development of system dynamics. In the applications of uncertain delay differential equations, parameter estimation plays a key role. In the paper, a new scheme called the composite Heun scheme is introduced. This scheme is then incorporated into the method of moments to estimate the unknown parameters in uncertain delay differential equations. Some numerical examples are given to illustrate the feasibility of the composite Heun scheme. Two distinct types of uncertain delay differential equations with integer delay time and noninteger delay time are discussed. Finally, we present an uncertain delay stock model to forecast the stock prices of Xiamen Airlines by using the parameter estimation approach proposed in this work. Full article
(This article belongs to the Section C1: Difference and Differential Equations)
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